Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 9.36% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 501'149 | 431'956 | 51'059 CHF | 49'098 CHF | 99.76% | 99.76% |
15.05.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 406'641 | 406'642 | 51'476 CHF | 55'542 CHF | 100.00% | 100.00% |
14.05.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 345'325 | 345'320 | 52'337 CHF | 55'789 CHF | 100.00% | 100.00% |
13.05.2024 | 7.05% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 378'485 | 378'480 | 51'842 CHF | 55'626 CHF | 100.00% | 100.00% |
10.05.2024 | 6.45% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 349'306 | 349'308 | 52'476 CHF | 55'969 CHF | 100.00% | 100.00% |
08.05.2024 | 7.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 390'685 | 366'164 | 51'661 CHF | 53'105 CHF | 100.00% | 100.00% |
07.05.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'074 | 200'074 | 52'379 CHF | 54'380 CHF | 99.73% | 99.73% |
06.05.2024 | 5.52% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 297'614 | 297'613 | 52'435 CHF | 55'411 CHF | 99.51% | 99.51% |
03.05.2024 | 7.17% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 387'981 | 387'981 | 52'168 CHF | 56'048 CHF | 99.72% | 99.72% |
02.05.2024 | 7.20% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 388'053 | 388'054 | 52'042 CHF | 55'922 CHF | 100.00% | 100.00% |